+38.2%
IWM vs MKTX
-60.6%
+98.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -2.5% | -0.2% | -2.4% | -2.5% |
| 30D | -4.4% | +0.8% | -5.2% | -4.5% |
| 3M | +2.2% | +41.1% | -38.9% | -3.9% |
| 6M | +14.0% | -9.5% | +23.6% | +15.9% |
| YTD | +17.4% | -8.7% | +26.0% | +18.9% |
| 1Y | +22.9% | -10.0% | +32.9% | +24.7% |
| 3Y | +62.1% | -24.6% | +86.7% | +65.5% |
| 5Y | +38.2% | -60.3% | +98.4% | +55.7% |
| All | +38.2% | -60.6% | +98.7% | +55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MKTX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling